+92.1%
DOCU vs NTR
+42.2%
+49.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.6% |
| 7D | -5.5% | +3.0% | -8.5% | -5.6% |
| 30D | +12.6% | +2.2% | +10.5% | +12.6% |
| 3M | +36.4% | +7.9% | +28.5% | +36.0% |
| 6M | +66.8% | -1.5% | +68.3% | +67.0% |
| YTD | +13.5% | +18.6% | -5.2% | +11.1% |
| 1Y | +11.3% | +31.7% | -20.4% | +7.2% |
| 3Y | +92.1% | +46.4% | +45.6% | +79.8% |
| All | +92.1% | +42.2% | +49.9% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling